I almost never buy weapons from vendors due to the cost, I prefer to loot them all.
Well, that way worked well in fallout 3, but in New Vegas, the very best weapons are extremely rare indeed. There is at least one of each top-end weapon available to loot somewhere in the wasteland (apart from the anti-materiel rifle), but you will almost never find them on enemies.
Marksman carbine, riot shotgun, sniper rifles, anti-materiel rifle: These are probably the best of the bunch, and are all-but impossible to find by looting.